If you want to get better at boxing you need to box.

While there may be no boxing gyms near you, there might be a mutai, mma, kickboxing gym near by.
Even try a self defense gym/class.

You need to be shown how to punch, one to one.

Nothing beats coaching 121.

You can practice without going to a gym, but you need to learn the basics first.

Footwork, shadow boxing, combinations, can be learned but you need the basics before you can really understand boxing.

Making a fist, punching, stance, everything needs to be learned through 121 experience.

Do not avoid other disciplines(sports), best way to start boxing may be to learn another martial art.

You mentioned Khan, are you in UK because it will be easy to locate a ABA gym.